Multiple parameters estimation on rHeston length 500 (test)
0.391Average RMSESigMA
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SigMA#Params=873412025.12 | 0.391 | 1.286 | 0.402 | 0.161 | |
| DeepSigNet#Params=93602025.12 | 0.398 | 1.332 | 0.415 | 0.164 | |
| Transformer#Params=25580052025.12 | 0.406 | 1.258 | 0.413 | 0.168 | |
| CNN#Params=5012202025.12 | 0.499 | 1.061 | 0.525 | 0.247 | |
| LSTM#Params=83832992025.12 | 0.612 | 1.691 | 0.634 | 0.312 |